Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (Q2680397)
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scientific article
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| English | Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility |
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Wiener-Hopf factorization for arithmetic Brownian motion with time-dependent drift and volatility (English)
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2 January 2023
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Wiener-Hopf factorization
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time-inhomogeneous Lévy process
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Markov family
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Feller semigroup
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time-homogenization
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0.7631565928459167
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0.7568736672401428
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0.7515443563461304
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0.7165983319282532
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